-69.9%
IMSR vs VT
+35.3%
-105.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +1.0% |
| 7D | +0.3% | +0.4% | 0.0% | +0.2% |
| 30D | -8.5% | -2.6% | -5.9% | -3.2% |
| 3M | -48.5% | -3.2% | -45.2% | -44.5% |
| 6M | -59.3% | +0.9% | -60.3% | -57.9% |
| YTD | -50.9% | +11.3% | -62.2% | -52.8% |
| 1Y | -78.4% | +14.0% | -92.4% | -79.3% |
| All | -69.9% | +35.3% | -105.2% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling